+156.0%
TMUS vs CHWY
-43.2%
+199.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.0% | +6.0% | +3.2% |
| 7D | +0.4% | -13.6% | +14.1% | +1.5% |
| 30D | +3.5% | -8.5% | +12.1% | +4.2% |
| 3M | -1.3% | +8.9% | -10.2% | -2.0% |
| 6M | -13.6% | -20.5% | +6.9% | -12.5% |
| YTD | -8.8% | -38.2% | +29.4% | -6.0% |
| 1Y | -22.9% | -43.3% | +20.4% | -20.1% |
| 3Y | +36.7% | -8.5% | +45.3% | +33.2% |
| 5Y | +46.6% | -72.7% | +119.3% | +51.2% |
| All | +156.0% | -43.2% | +199.2% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CHWY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling